← All authors Campbell R. Harvey National Bureau of Economic Research (per OpenAlex) · ORCID · OpenAlex
141 papers in scope · 141 published · 1 on the econ.EM arXiv · 53,233 citations · h-index 77 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Chukwuma Dim Linda Schilling Andrew Y. Chen Andreas Neuhierl Xinjie Ma Ron Smith Yan Liu Yuan Liao M. Hashem Pesaran Kunpeng Li Andrew Chen Jianqing Fan S.K. Lee Maximilian Kasy Sasha Sodin Alexander Chudík Mahrad Sharifvaghefi Sokbae Lee Serena Ng Vadim Gorin Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 141)
Fundamental Growth
published 2026 · Financial Analysts Journal
with Rob Arnott, Chris Brightman, Que Nguyen, Omid Shakernia
Regimes
published 2025 · The Journal of Portfolio Management
with Amara Mulliner, Chao Xia, Ed Fang, Otto Van Hemert
The Persistence of Miscalibration
published 2025 · Review of Financial Studies · 28 citations · first circulated 2019
with Michael Boutros, Itzhak Ben-David, John R. Graham, John W. Payne
The Best Strategies for FX Hedging
published 2025 · The Journal of Portfolio Management · first circulated 2024
with Pedro Castro, Carl Hamill, John Harber, Otto Van Hemert
Breaking Bad Trends
published 2023 · Financial Analysts Journal · 5 citations · first circulated 2020
with Christian L. Goulding, Michele Mazzoleni, Ashish Garg
Practical Applications of An Investor’s Guide to Crypto
published 2023 · Practical Applications
with Tarek Abou Zeid, Teun Draaisma, Martin Luk, Henry Neville, Andre Rzym, Otto Van Hemert
Momentum turning points
published 2023 · Journal of Financial Economics · 24 citations · first circulated 2019
with Christian L. Goulding, Michele Mazzoleni, Ashish Garg
Practical Applications of The Term Structure and World Economic Growth: A Retrospective and 30 Years of Out-of-Sample Evidence
published 2023 · Practical Applications
Emerging equity markets in a globalized world
published 2023 · Emerging Markets Review · 32 citations
with Geert Bekaert, Tomas Mondino
Is Sector Neutrality in Factor Investing a Mistake?
published 2023 · Financial Analysts Journal · 8 citations · first circulated 2021
with Sina Ehsani, Feifei Li
Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence
published 2023 · Critical Finance Review · 7 citations · first circulated 2022
with Akhtar R. Siddique
An Investor’s Guide to Crypto
published 2022 · The Journal of Portfolio Management · 10 citations
with Tarek Abou Zeid, Teun Draaisma, Martin Luk, Henry Neville, Andre Rzym, Otto Van Hemert
Corporate culture: Evidence from the field
published 2022 · Journal of Financial Economics · 431 citations · first circulated 2016
with John R. Graham, Jillian Grennan, Shivaram Rajgopal, Jillian Popadak
The Term Structure and World Economic Growth: A Retrospective and 30 Years of Out-of-sample Evidence
published 2022 · The Journal of Fixed Income · 1 citations
The Pitfalls of Asset Management Research
published 2022 · Journal of Systematic Investing · 1 citations
Quantifying Long-Term Market Impact
published 2021 · The Journal of Portfolio Management · 9 citations
with Anthony Ledford, Emidio Sciulli, Philipp Ustinov, Stefan Zohren
Practical Applications of The Best Strategies for Inflationary Times
published 2021 · Practical Applications · 2 citations
with Henry Neville, Teun Draaisma, Ben Funnell, Otto Van Hemert
The Best Strategies for Inflationary Times
published 2021 · The Journal of Portfolio Management · 34 citations
with Henry Neville, Teun Draaisma, Ben Funnell, Otto Van Hemert
Lucky factors
published 2021 · Journal of Financial Economics · 153 citations
with Yan Liu
Reports of Value’s Death May Be Greatly Exaggerated
published 2021 · Financial Analysts Journal · 106 citations · first circulated 2019
with Robert D. Arnott, Vitali Kalesnik, Juhani T. Linnainmaa
Gold, the Golden Constant, and Déjà Vu
published 2020 · Financial Analysts Journal · 19 citations
with Claude B. Erb, Tadas E. Viskanta
Drawdowns
published 2020 · The Journal of Portfolio Management · 6 citations
with Otto Van Hemert, Mark Ganz, Sandy Rattray, Eva Sanchez Martin, D. Yawitch
published 2020 · The Journal of Finance · 54 citations · first circulated 2017
with Yan Liu
An Evaluation of Alternative Multiple Testing Methods for Finance Applications
published 2020 · The Review of Asset Pricing Studies · 38 citations · first circulated 2019
with Yan Liu, Alessio Saretto
Strategic Rebalancing
published 2020 · The Journal of Portfolio Management · 11 citations · first circulated 2019
with Sandy Rattray, Nick Granger, Otto Van Hemert, Nicolas Granger
Understanding Cryptocurrencies*
published 2019 · Journal of Financial Econometrics · 182 citations
The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
published 2019 · The Journal of Portfolio Management · 17 citations
with Edward Hoyle, Sandy Rattray, Matthew Sargaison, D. Scott Taylor, Otto Van Hemert
Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
published 2019 · Practical Applications
with Rob Arnott, Vitali Kalesnik, Juhani T. Linnainmaa
Cross-sectional alpha dispersion and performance evaluation
published 2019 · Journal of Financial Economics · 55 citations · first circulated 2018
with Yan Liu
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
published 2019 · The Journal of Portfolio Management · 60 citations
with Rob Arnott, Vitali Kalesnik, Juhani T. Linnainmaa, Robert D. Arnott
Modeling Analysts’ Recommendations via Bayesian Machine Learning
published 2019 · The Journal of Financial Data Science · 5 citations · first circulated 2018
with David Bew, Anthony Ledford, Sam Radnor, Andrew J. Sinclair
A Backtesting Protocol in the Era of Machine Learning
published 2019 · The Journal of Financial Data Science · 66 citations · first circulated 2018
with Rob Arnott, Harry M. Markowitz, Robert D. Arnott
The Impact of Volatility Targeting
published 2018 · The Journal of Portfolio Management · 65 citations
with Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison, Otto Van Hemert
Practical Applications of Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance
published 2018 · Practical Applications · 1 citations
with Sandy Rattray, Andrew Sinclair, Otto Van Hemert
Detecting Repeatable Performance
published 2018 · Review of Financial Studies · 79 citations
with Yan Liu
Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance
published 2017 · The Journal of Portfolio Management · 36 citations · first circulated 2016
with Sandy Rattray, Andrew Sinclair, Otto Van Hemert
Presidential Address: The Scientific Outlook in Financial Economics
published 2017 · The Journal of Finance · 497 citations
The Golden Constant
published 2017 · The Journal of Investing · 6 citations · first circulated 2015
with Claude B. Erb
How to Write an Effective Referee Report and Improve the Scientific Review Process
published 2017 · The Journal of Economic Perspectives · 41 citations · first circulated 2016
with Jonathan Berk, David Hirshleifer
Globalization and Asset Returns
published 2016 · Annual Review of Financial Economics · 91 citations
with Geert Bekaert, Andrea Kiguel, Xiaozheng Wang
Conquering Misperceptions about Commodity Futures Investing”: Author Response
published 2016 · Financial Analysts Journal · 1 citations
with Claude B. Erb
Conquering Misperceptions about Commodity Futures Investing
published 2016 · Financial Analysts Journal · 28 citations · first circulated 2015
with Claude B. Erb
Editor's Choice … and the Cross-Section of Expected Returns
published 2016 · Review of Financial Studies · 248 citations
with Yan Liu, Caroline Zhu
The Misrepresentation of Earnings
published 2016 · Financial Analysts Journal · 80 citations · first circulated 2014
with Ilia D. Dichev, John R. Graham, Shiva Rajgopal, Shivaram Rajgopal
Political risk and international valuation
published 2015 · Journal of Corporate Finance · 109 citations · first circulated 2012
with Geert Bekaert, Christian Lundblad, Stephan Siegel
Backtesting
published 2015 · The Journal of Portfolio Management · 71 citations · first circulated 2013
with Yan Liu
… and the Cross-Section of Expected Returns
published 2015 · Review of Financial Studies · 2079 citations · first circulated 2013
with Yan Liu, Caroline Zhu, Heqing Zhu
Introduction: What We Know—and What We Know We Don’t Know
published 2015 · Practical Applications
Practical Applications of Evaluating Trading Strategies
published 2015 · Practical Applications
with Yan Liu
Capital allocation and delegation of decision-making authority within firms
published 2014 · Journal of Financial Economics · 406 citations · first circulated 2010
with John R. Graham, Manju Puri
Evaluating Trading Strategies
published 2014 · The Journal of Portfolio Management · 90 citations
with Yan Liu
Political Risk Spreads
published 2014 · Journal of International Business Studies · 22 citations · first circulated 2013
with Geert Bekaert, Christian Lundblad, Stephan Siegel
Managerial Miscalibration*
published 2013 · The Quarterly Journal of Economics · 778 citations · first circulated 2010
with Itzhak Ben-David, John R. Graham, John M. Graham
The Golden Dilemma
published 2013 · Financial Analysts Journal · 158 citations · first circulated 2012
with Claude B. Erb
The European Union, the Euro, and equity market integration
published 2013 · Journal of Financial Economics · 170 citations · first circulated 2010
with Geert Bekaert, Christian Lundblad, Stephan Siegel
The Truth about Gold: Why It Should (or Should Not) Be Part of Your Asset Allocation Strategy
published 2013 · CFA Institute Conference Proceedings Quarterly · 4 citations
Managerial attitudes and corporate actions
published 2013 · Journal of Financial Economics · 1172 citations · first circulated 2009
with John R. Graham, Manju Puri
Report of the Editor of the Journal of Finance for the Year 2011
published 2012 · The Journal of Finance · 5 citations
Access to Liquidity and Corporate Investment in Europe during the Financial Crisis
published 2011 · European Finance Review · 153 citations
with Murillo Campello, Erasmo Giambona, John R. Graham
What Segments Equity Markets?
published 2011 · Review of Financial Studies · 419 citations · first circulated 2007
with Geert Bekaert, Christian Lundblad, Stephan Siegel
Report of the Editor of The Journal of Finance for the Year 2010
published 2011 · The Journal of Finance
Liquidity Management and Corporate Investment During a Financial Crisis
published 2011 · Review of Financial Studies · 674 citations · first circulated 2010
with Murillo Campello, Erasmo Giambona, John R. Graham
Report of the Editor of The Journal of Finance for the Year 2009
published 2010 · The Journal of Finance
Portfolio selection with higher moments
published 2010 · Quantitative Finance · 423 citations · first circulated 2004
with John Liechty, Merrill W. Liechty, Peter Müller, Peter Mueller
The real effects of financial constraints: Evidence from a financial crisis
published 2010 · Journal of Financial Economics · 2297 citations · first circulated 2009
with Murillo Campello, John R. Graham
Report of the Editor of The Journal of Finance for the Year 2008
published 2009 · The Journal of Finance
Financial Openness and Productivity
published 2009 · World Development · 49 citations
with Geert Bekaert, Christian Lundblad
The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence
published 2008 · National Tax Journal · 38 citations
with Alon Brav, John R. Graham, Roni Michaely
Report of the Editor of The Journal of Finance for the Year 2007
published 2008 · The Journal of Finance
Darden conference issue: Capital raising in emerging economies
published 2008 · Journal of Financial Economics · 4 citations
with Marc L. Lipson, Francis E. Warnock
Report of the Editor of The Journal of Finance for the Year 2006
published 2007 · The Journal of Finance
Liquidity and Expected Returns: Lessons from Emerging Markets
published 2007 · Review of Financial Studies · 1107 citations · first circulated 2003
with Geert Bekaert, Christian Lundblad
Credit Derivatives. Prepared by the Derivatives Working Party of the Faculty and Institute of Actuaries
published 2007 · British Actuarial Journal · 6 citations
with M. J. Muir, Alexander Joseph Chase, P. S. Coleman, Peter Cooper, G. S. Finkelstein, Paul Fulcher, Fernando Rocha Pereira, A. Shamash, T. J. D. Wilkins
Global Growth Opportunities and Market Integration
published 2007 · The Journal of Finance · 365 citations · first circulated 2004
with Geert Bekaert, Christian Lundblad, Stephan Siegel
Value Destruction and Financial Reporting Decisions”: Author Response
published 2007 · Financial Analysts Journal · 2 citations
with John R. Graham, Shiva Rajgopal
Value Destruction and Financial Reporting Decisions
published 2006 · Financial Analysts Journal · 190 citations
with John R. Graham, Shiva Rajgopal, Shivaram Rajgopal
Growth volatility and financial liberalization
published 2006 · Journal of International Money and Finance · 434 citations · first circulated 2002
with Geert Bekaert, Christian Lundblad
The Strategic and Tactical Value of Commodity Futures
published 2006 · Financial Analysts Journal · 1083 citations · first circulated 2005
with Claude B. Erb
The long-run equity risk premium
published 2005 · Finance research letters · 90 citations
with John R. Graham
Investor Competence, Trading Frequency, and Home Bias
published 2005 · Management Science · 180 citations
with John R. Graham, Hai Huang
Payout policy in the 21st century
published 2005 · Journal of Financial Economics · 2326 citations · first circulated 2003
with Alon Brav, John R. Graham, Roni Michaely
Does financial liberalization spur growth?
published 2005 · Journal of Financial Economics · 2050 citations · first circulated 2001
with Geert Bekaert, Christian Lundblad
Market Integration and Contagion
published 2005 · The Journal of Business · 1054 citations · first circulated 2002
with Geert Bekaert, Angela Ng
The effect of capital structure when expected agency costs are extreme
published 2004 · Journal of Financial Economics · 555 citations · first circulated 2001
with Karl V. Lins, Andrew H. Roper
Are correlations of stock returns justified by subsequent changes in national outputs?
published 2003 · Journal of International Money and Finance · 37 citations · first circulated 2002
with Bernard Dumas, Pierre Ruiz
Equity Market Liberalization in Emerging Markets
published 2003 · The Journal of Financial Research · 263 citations · first circulated 2002
with Geert Bekaert, Christian Lundblad
Emerging markets finance
published 2003 · Journal of Empirical Finance · 707 citations
with Geert Bekaert
Research in emerging markets finance: looking to the future
published 2002 · Emerging Markets Review · 431 citations
with Geert Bekaert
The New York Times Dictionary of Money and Investing: The Essential A-to-Z Guide to the Language of the New Market
published 2002 · Medical Entomology and Zoology · 12 citations
with Gretchen Morgenson
no link
Dating the integration of world equity markets
published 2002 · Journal of Financial Economics · 583 citations · first circulated 1998
with Geert Bekaert, Robin L. Lumsdaine
The dynamics of emerging market equity flows
published 2002 · Journal of International Money and Finance · 349 citations · first circulated 1999
with Geert Bekaert, Robin L. Lumsdaine
The impact of the Federal Reserve Bank's open market operations
published 2002 · Journal of Financial Markets · 47 citations · first circulated 1994
with Roger D. Huang
HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS?
published 2002 · Journal of applied corporate finance · 383 citations
with John R. Graham
Emerging equity markets and economic development
published 2001 · Journal of Development Economics · 414 citations · first circulated 2000
with Geert Bekaert, Christian Lundblad
The specification of conditional expectations
published 2001 · Journal of Empirical Finance · 372 citations · first circulated 1991
The theory and practice of corporate finance: evidence from the field
published 2001 · Journal of Financial Economics · 5723 citations · first circulated 2000
with John R. Graham
Testing for Mean‐Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
published 2001 · The Journal of Finance · 308 citations · first circulated 1998
Conditional Skewness in Asset Pricing Tests
published 2000 · The Journal of Finance · 2959 citations · first circulated 1999
with Akhtar R. Siddique
Foreign Speculators and Emerging Equity Markets
published 2000 · The Journal of Finance · 1945 citations · first circulated 1997
with Geert Bekaert
Autoregressive Conditional Skewness
published 1999 · Journal of Financial and Quantitative Analysis · 783 citations
with Akhtar R. Siddique
Conditioning Variables and the Cross Section of Stock Returns
published 1999 · The Journal of Finance · 891 citations
with Wayne E. Ferson
New Perspectives on Emerging Market Bonds
published 1999 · The Journal of Portfolio Management · 58 citations
with Claude B. Erb, Tadas E. Viskanta
Firm characteristics and investment strategies in Africa: The case of South Africa *
published 1999 · The African finance journal · 13 citations
with Dana Achour, Greg Hopkins, Clive Lang
no link
Measurement Error and Nonlinearity in the Earnings-Returns Relation
published 1998 · Review of Quantitative Finance and Accounting · 30 citations
with Messod D. Beneish
Distributional Characteristics of Emerging Market Returns and Asset Allocation
published 1998 · The Journal of Portfolio Management · 411 citations
with Geert Bekaert, Claude B. Erb, Tadas E. Viskanta
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
published 1997 · Journal of Banking & Finance · 168 citations · first circulated 1996
with Wayne E. Ferson
Grading the Performance of Market-Timing Newsletters
published 1997 · Financial Analysts Journal · 118 citations
with John R. Graham
Demographics and International Investments
published 1997 · Financial Analysts Journal · 59 citations · first circulated 1996
with Claude B. Erb, Tadas E. Viskanta
The Relation between the Term Structure of Interest Rates and Canadian Economic Growth
published 1997 · Canadian Journal of Economics/Revue canadienne d économique · 74 citations
Emerging equity market volatility
published 1997 · Journal of Financial Economics · 1725 citations · first circulated 1995
with Geert Bekaert
Political Risk, Economic Risk, and Financial Risk
published 1996 · Financial Analysts Journal · 582 citations
with Claude B. Erb, Tadas E. Viskanta
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
published 1996 · Journal of Financial Economics · 245 citations
with John R. Graham
The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns
published 1996 · The Journal of Fixed Income · 40 citations
with Claude B. Erb, Tadas E. Viskanta
Expected Returns and Volatility in 135 Countries
published 1996 · The Journal of Portfolio Management · 319 citations
with Claude B. Erb, Tadas E. Viskanta
Inflation and World Equity Selection
published 1995 · Financial Analysts Journal · 85 citations
with Claude B. Erb, Tadas E. Viskanta
Do World Markets Still Serve as a Hedge?
published 1995 · The Journal of Investing · 10 citations
with Claude B. Erb, Tadas E. Viskanta
Predictable Risk and Returns in Emerging Markets
published 1995 · Review of Financial Studies · 1053 citations · first circulated 1994
Time‐Varying World Market Integration
published 1995 · The Journal of Finance · 2145 citations · first circulated 1994
with Geert Bekaert
Country Risk and Global Equity Selection
published 1995 · The Journal of Portfolio Management · 203 citations
with Claude B. Erb, Tadas E. Viskanta
The Risk Exposure of Emerging Equity Markets
published 1995 · The World Bank Economic Review · 225 citations
Forecasting International Equity Correlations
published 1994 · Financial Analysts Journal · 540 citations
with Claude B. Erb, Tadas E. Viskanta
National Risk in Global Fixed-Income Allocation
published 1994 · The Journal of Fixed Income · 29 citations
with Claude B. Erb, Tadas E. Viskanta
Sources of risk and expected returns in global equity markets
published 1994 · Journal of Banking & Finance · 344 citations · first circulated 1992
with Wayne E. Ferson
Strategic Treasury Debt Management in Public Policy
published 1993 · Review of Policy Research
The Risk and Predictability of International Equity Returns
published 1993 · Review of Financial Studies · 969 citations
with Wayne E. Ferson
International asset pricing with alternative distributional specifications
published 1993 · Journal of Empirical Finance · 136 citations · first circulated 1992
with Guofu Zhou
Term Structure Forecasts Economic Growth
published 1993 · Financial Analysts Journal · 86 citations
Seasonality and Consumption‐Based Asset Pricing
published 1992 · The Journal of Finance · 156 citations
with Wayne E. Ferson
Dividends and S&P 100 index option valuation
published 1992 · Journal of Futures Markets · 124 citations
with Robert E. Whaley
Market volatility prediction and the efficiency of the S & P 100 index option market
published 1992 · Journal of Financial Economics · 315 citations
with Robert E. Whaley
Interest rate based forecasts of German economic growth
published 1991 · Review of World Economics · 47 citations
S&P 100 Index Option Volatility
published 1991 · The Journal of Finance · 138 citations
with Robert E. Whaley
Volatility in the Foreign Currency Futures Market
published 1991 · Review of Financial Studies · 287 citations
with Roger D. Huang
The Term Structure and World Economic Growth
published 1991 · The Journal of Fixed Income · 193 citations
Sources of Predictability in Portfolio Returns
published 1991 · Financial Analysts Journal · 119 citations
with Wayne E. Ferson
The Variation of Economic Risk Premiums
published 1991 · Journal of Political Economy · 1721 citations · first circulated 1990
with Wayne E. Ferson
The World Price of Covariance Risk
published 1991 · The Journal of Finance · 1077 citations
Bayesian inference in asset pricing tests
published 1990 · Journal of Financial Economics · 113 citations
with Guofu Zhou
Forecasts of Economic Growth from the Bond and Stock Markets
published 1989 · Financial Analysts Journal · 443 citations
Time-varying conditional covariances in tests of asset pricing models
published 1989 · Journal of Financial Economics · 819 citations
The real term structure and consumption growth
published 1988 · Journal of Financial Economics · 707 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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